Convergence of the Primal-Dual Active Set Strategy for Diagonally Dominant Systems.
Kazufumi ItoKarl KunischPublished in: SIAM J. Control. Optim. (2007)
Keyphrases
- primal dual
- interior point
- active set
- convergence rate
- linear programming
- linear program
- interior point methods
- semidefinite programming
- convex optimization
- algorithm for linear programming
- approximation algorithms
- image processing
- efficient implementation
- feasible solution
- simplex method
- worst case
- dynamic programming
- multiscale